Master in Applied Mathematics (Finance)

Ecole des ponts ParisTech
France
Qualification
Master's Degree
Study mode
Full-time
Duration
2 years
Intakes
Information not available
Tuition fee (local)
Information not available
Tuition fee (foreign)
Information not available

Curriculum

  • Stochastic calculus 
  • Monte Carlo methods in finance
  • Arbitrage, volatility and portfolio management 
  • IT (Introduction to C ++)
  • Introduction to Calculus
  • Financial market microstructure
  • Mathematical tools for counterparty risk
  • Finance risk measures Prs
  • Processes with jumps and applications in the energy market
  • Interest rate models
  • Numerical methods and structured products actuarial
  • Statistical prediction
  • Statistical methods for the analysis of big data and applications 

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